Thanks, Infrared.
Yes, I have pulled it out several times so far. The din cable is connected to the head unit okay -- however, it appears the din cable only supplies the audio and switching signal to the head unit. there is another connector, shown here, that powers the unit.
It's a 4-pin square connector. Maybe this CD player was not designed to work with this head unit,and was just "filler" for when the aftermarket stereo was taken out. I am sure there was a system in the car, because in the trunk, it is pre-wired for an amp -- ground, power, RCA and remote power lead, and there is an inline fuse at the battery under the hood.